CAT1.DE vs. SXR8.DE
Compare and contrast key facts about Caterpillar Inc (CAT1.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAT1.DE or SXR8.DE.
Key characteristics
| CAT1.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 20.39% | 11.84% |
| 1Y Return | 67.05% | 29.66% |
| 3Y Return (Ann) | 20.24% | 12.65% |
| 5Y Return (Ann) | 25.80% | 15.29% |
| 10Y Return (Ann) | 19.23% | 15.15% |
| Sharpe Ratio | 2.70 | 2.78 |
| Daily Std Dev | 25.49% | 10.32% |
| Max Drawdown | -70.46% | -33.78% |
| Current Drawdown | -7.80% | -0.72% |
Correlation
The correlation between CAT1.DE and SXR8.DE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CAT1.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, CAT1.DE achieves a 20.39% return, which is significantly higher than SXR8.DE's 11.84% return. Over the past 10 years, CAT1.DE has outperformed SXR8.DE with an annualized return of 19.23%, while SXR8.DE has yielded a comparatively lower 15.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CAT1.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc (CAT1.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CAT1.DE vs. SXR8.DE - Dividend Comparison
CAT1.DE's dividend yield for the trailing twelve months is around 1.62%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT1.DE Caterpillar Inc | 1.62% | 1.86% | 2.06% | 2.34% | 3.48% | 2.85% | 2.95% | 2.26% | 3.44% | 4.70% | 3.41% | 2.59% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CAT1.DE vs. SXR8.DE - Drawdown Comparison
The maximum CAT1.DE drawdown since its inception was -70.46%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CAT1.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
CAT1.DE vs. SXR8.DE - Volatility Comparison
Caterpillar Inc (CAT1.DE) has a higher volatility of 9.25% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.85%. This indicates that CAT1.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.